Displayed Output

The displayed output from PROC DISCRIM includes the class level information table. For each level of the classification variable,
the following information is provided: the output data set variable name, frequency sum, weight sum, proportion of the total
sample, and prior probability.

The optional output from PROC DISCRIM includes the following:

Within-class SSCP matrices for each group

Pooled within-class SSCP matrix

Between-class SSCP matrix

Total-sample SSCP matrix

Within-class covariance matrices, , for each group

Pooled within-class covariance matrix,

Between-class covariance matrix, equal to the between-class SSCP matrix divided by , where n is the number of observations and c is the number of classes

Total-sample covariance matrix

Within-class correlation coefficients and to test the hypothesis that the within-class population correlation coefficients are zero

Pooled within-class correlation coefficients and to test the hypothesis that the partial population correlation coefficients are zero

Between-class correlation coefficients and to test the hypothesis that the between-class population correlation coefficients are zero

Total-sample correlation coefficients and to test the hypothesis that the total population correlation coefficients are zero

Simple statistics, including N (the number of observations), sum, mean, variance, and standard deviation both for the total sample and within each class

Total-sample standardized class means, obtained by subtracting the grand mean from each class mean and dividing by the total-sample
standard deviation

Pooled within-class standardized class means, obtained by subtracting the grand mean from each class mean and dividing by
the pooled within-class standard deviation

Multivariate statistics and F approximations, including Wilks’ lambda, Pillai’s trace, Hotelling-Lawley trace, and Roy’s greatest root with F approximations, numerator and denominator degrees of freedom (Num DF and Den DF), and probability values . Each of these four multivariate statistics tests the hypothesis that the class means are equal in the population. See the
section Multivariate Tests in Chapter 4: Introduction to Regression Procedures, for more information.

If you specify METHOD=NORMAL, the following three statistics are displayed:

Covariance matrix information, including covariance matrix rank and natural log of determinant of the covariance matrix for
each group (POOL=TEST, POOL=NO) and for the pooled within-group (POOL=TEST, POOL=YES)

Optionally, test of homogeneity of within covariance matrices (the results of a chi-square test of homogeneity of the within-group
covariance matrices) (Morrison, 1976; Kendall, Stuart, and Ord, 1983; Anderson, 1984)

Pairwise generalized squared distances between groups

If the CANONICAL option is specified, the displayed output contains these statistics:

Canonical correlations

Adjusted canonical correlations (Lawley, 1959). These are asymptotically less biased than the raw correlations and can be negative. The adjusted canonical correlations
might not be computable and are displayed as missing values if two canonical correlations are nearly equal or if some are
close to zero. A missing value is also displayed if an adjusted canonical correlation is larger than a previous adjusted canonical
correlation.

Approximate standard error of the canonical correlations

Squared canonical correlations

Eigenvalues of . Each eigenvalue is equal to , where is the corresponding squared canonical correlation and can be interpreted as the ratio of between-class variation to within-class
variation for the corresponding canonical variable. The table includes eigenvalues, differences between successive eigenvalues,
proportion of the sum of the eigenvalues, and cumulative proportion.

Likelihood ratio for the hypothesis that the current canonical correlation and all smaller ones are zero in the population.
The likelihood ratio for all canonical correlations equals Wilks’ lambda.

the linear discriminant function, but only if you specify METHOD=NORMAL and the pooled covariance matrix is used to calculate
the (generalized) squared distances

When the input DATA= data set is an ordinary SAS data set, the displayed output includes the following:

Optionally, the resubstitution results including the observation number (if an ID statement is included, the values of the
ID variable are displayed instead of the observation number), the actual group for the observation, the group into which the
developed criterion would classify it, and the posterior probability of membership in each group

Resubstitution summary, a summary of the performance of the classification criterion based on resubstitution classification
results

If you specify the CROSSVALIDATE option, the displayed output contains these statistics:

Optionally, the cross validation results including the observation number (if an ID statement is included, the values of the
ID variable are displayed instead of the observation number), the actual group for the observation, the group into which the
developed criterion would classify it, and the posterior probability of membership in each group

Cross validation summary, a summary of the performance of the classification criterion based on cross validation classification
results

If you specify the TESTDATA= option, the displayed output contains these statistics:

Optionally, the classification results including the observation number (if a TESTID statement is included, the values of
the ID variable are displayed instead of the observation number), the actual group for the observation (if a TESTCLASS statement
is included), the group into which the developed criterion would classify it, and the posterior probability of membership
in each group

Classification summary, a summary of the performance of the classification criterion

These formulas are properly displayed only with uniform fonts. Formulas are not displayed by default in destinations such
as HTML, RTF, and PDF, because destinations other than LISTING typically use proportional fonts. You can use the FORMULA option
to display formulas in destinations other than LISTING.

In the LISTING destination, formulas are displayed as notes. In other destinations, formulas are displayed with batch capture
(which provides uniform fonts). Therefore, the names that are used to select and exclude formulas from the LISTING destination
are different from the names that are used with other destinations.

By default, batch capture results are displayed in a box. You can remove the box and change the color and font of the formulas
as follows: